Bianchi, Carlo and Calzolari, Giorgio and Ciriani, Tito A. and Corsi, Paolo and Cleur, Eugene M. and Sitzia, Bruno and Romagnoli, Gian C. (1976): Analisi e simulazione stocastica di un modello aggregato dell'economia italiana 1952-1971. Published in: Teoria dei Sistemi ed Economia, a cura della Segreteria del G.E.S., prefazione di S. Lombardini e A. Ruberti No. Bologna: Il Mulino (1976): pp. 193-219.
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Abstract
Experiments of stochastic simulation on a macro model of the Italian economy; this paper describes the first results produced by the research team.
Item Type: | MPRA Paper |
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Original Title: | Analisi e simulazione stocastica di un modello aggregato dell'economia italiana 1952-1971 |
English Title: | Analysis and stochastic simulation of a macro model of the Italian economy 1952-1971 |
Language: | Italian |
Keywords: | Stochastic simulation; macroeconometric model |
Subjects: | C - Mathematical and Quantitative Methods > C6 - Mathematical Methods ; Programming Models ; Mathematical and Simulation Modeling > C63 - Computational Techniques ; Simulation Modeling C - Mathematical and Quantitative Methods > C8 - Data Collection and Data Estimation Methodology ; Computer Programs > C87 - Econometric Software |
Item ID: | 24423 |
Depositing User: | Giorgio Calzolari |
Date Deposited: | 15 Aug 2010 13:23 |
Last Modified: | 09 Oct 2019 16:45 |
References: | 1. Klein, L.R., Forecasting and policy evaluation using large scale econometric models: the state of the art, in Frontiers of quantitative eaonomics, Intrilligator M.D., Editor, North Holland, Amsterdam, 1971. 2. Engle, R.F., Liu, T.C., Effects of aggregation over time on dynamic characteristics of an econometric model, in Econometric models of cyclical behaviour, Hickman, B.G., Editor, N.B.E.R., New York, 1972. 3. Klein, L.R., Economic fluctuation in the U.S., 1921-1941, J.Wiley, New York, 1950. 4. Dhrymes, P.J., Eaonometrics, Harper & Row, New York, 1970. 5. Baumol, W.J., Economic dynamics, The Macmillan Company, New York, 1959. 6. Howrey, E.P., Stabilization policy in linear stochastic systems, Review of Eaonomics and Statistics, 49, 404, 1967. 7. Seaks, T.G., Simulations with econometric models and alternative methods of estimation, Southern Economic Journal, 41, 1, 1974. 8. Mori, K., Generalized eigenvalue problem of an econometric model, ciclostilato, Second World Congress of the Econometric Society, Cambridge, England, 1970. 9. Theil, H., Boot, J.C.G., The final form of econometric equation systems, Review of the International Statistical Institute, 30, 136, 1962. 10. Goldberger, A.S., Econometric theory, J. Wiley, New York, 1964. 11. Lewis, P.A., Goodman, A.S., Miller, J.M., A pseudo-random number generator for the system/360, IBM System Journal, 2, 136, 1969. 12. Box, G.E.P., Muller, M.E., A note on the generation of random normal deviates, Annals of Mathematical Statistics , 29, 610, 1958. 13. McCarthy, M.D., Some notes on the generation of pseudo-structural errors for use in stochastic simulation studies, in Econometric models of cyclical behaviour, Hickman, B.G., editor, N.B.E.R., New York, 1972. 14. Sowey, E.R., Stochastic simulation of macroeconometric models: methodology and interpretation, in Econometric studies of macro and monetary relations, Powell, A.A., and Williams R.A., Editors, North Holland, Amsterdam, 1973. 15. Theil, H., Applied economic forecasting, North Holland, Amsterdam, 1966. |
URI: | https://mpra.ub.uni-muenchen.de/id/eprint/24423 |